+136.0%
NVO vs URA
+346.2%
-210.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.6% |
| 7D | -7.6% | -5.5% | -2.1% | -6.7% |
| 30D | -6.0% | -3.7% | -2.3% | -5.5% |
| 3M | -0.8% | -2.9% | +2.1% | -0.7% |
| 6M | +16.5% | -15.2% | +31.7% | +18.6% |
| YTD | -11.1% | +1.9% | -13.0% | -12.7% |
| 1Y | -16.7% | +6.9% | -23.7% | -19.4% |
| 3Y | -52.9% | +99.6% | -152.5% | -60.2% |
| 5Y | -3.0% | +101.2% | -104.1% | -20.3% |
| All | +136.0% | +346.2% | -210.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling